2014-11-27 |
MARKET DATA |
No 229 (2511) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
960,00 |
988,82 |
33 |
630,00 |
719,57 |
8 |
1 590,00 |
1 708,39 |
41 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0415 |
PL0000105953 |
101,47 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,88 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,95 |
103,98 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
70 000 |
73,22 |
2 |
OK0116 |
PL0000107587 |
98,02 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,48 |
104,45 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
35 000 |
37,61 |
1 |
OK0716 |
PL0000107926 |
97,18 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,59 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,97 |
107,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,76 |
109,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,19 |
106,25 |
106,250 |
106,250 |
106,250 |
106,250 |
106,250 |
25 000 |
27,13 |
1 |
PS0718 |
PL0000107595 |
102,15 |
102,23 |
102,290 |
102,300 |
102,290 |
102,300 |
102,297 |
35 000 |
36,11 |
2 |
PS0719 |
PL0000108148 |
105,74 |
105,65 |
105,740 |
105,740 |
105,650 |
105,650 |
105,721 |
35 000 |
37,40 |
3 |
DS1019 |
PL0000105441 |
116,35 |
116,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,69 |
117,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,03 |
123,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,35 |
125,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,82 |
113,79 |
113,800 |
113,810 |
113,800 |
113,810 |
113,803 |
35 000 |
39,97 |
4 |
DS0725 |
PL0000108197 |
107,85 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
101,98 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,53 |
137,60 |
137,600 |
137,600 |
137,600 |
137,600 |
137,600 |
10 000 |
14,11 |
1 |
WS0437 |
PL0000104857 |
136,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,40 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,19 |
100,190 |
100,230 |
100,190 |
100,210 |
100,212 |
715 000 |
723,26 |
19 |
WZ0117 |
PL0000106936 |
100,09 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,99 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,74 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,19 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,10 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
960 000 |
988,82 |
33 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
103,95 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,00 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,50 |
118,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,05 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,10 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,75 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,10 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,15 |
114,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
117,15 |
117,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,00 |
135,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,44 |
101,55 |
1,79 |
1,52 |
101,50 |
1,65 |
OK0715 |
PL0000107405 |
98,87 |
98,97 |
1,77 |
1,61 |
98,92 |
1,69 |
DS1015 |
PL0000103602 |
103,94 |
104,04 |
1,77 |
1,66 |
103,99 |
1,72 |
OK0116 |
PL0000107587 |
97,99 |
98,11 |
1,78 |
1,67 |
98,05 |
1,73 |
PS0416 |
PL0000106340 |
104,44 |
104,56 |
1,74 |
1,66 |
104,50 |
1,70 |
OK0716 |
PL0000107926 |
97,16 |
97,28 |
1,76 |
1,69 |
97,22 |
1,72 |
IZ0816 |
PL0000103529 |
103,47 |
103,99 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
105,55 |
105,70 |
1,75 |
1,67 |
105,63 |
1,71 |
WZ0117 |
PL0000106936 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,93 |
107,10 |
1,77 |
1,70 |
107,02 |
1,73 |
DS1017 |
PL0000104543 |
109,69 |
109,85 |
1,79 |
1,73 |
109,77 |
1,76 |
WZ0118 |
PL0000104717 |
99,97 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
106,12 |
106,29 |
1,87 |
1,82 |
106,21 |
1,84 |
PS0718 |
PL0000107595 |
102,09 |
102,32 |
1,90 |
1,83 |
102,21 |
1,86 |
WZ0119 |
PL0000107603 |
99,71 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
105,59 |
105,78 |
1,98 |
1,93 |
105,69 |
1,95 |
DS1019 |
PL0000105441 |
116,25 |
116,54 |
1,98 |
1,93 |
116,40 |
1,95 |
DS1020 |
PL0000106126 |
117,57 |
117,83 |
2,05 |
2,01 |
117,70 |
2,03 |
WZ0121 |
PL0000106068 |
99,15 |
99,26 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
122,90 |
123,34 |
2,14 |
2,08 |
123,12 |
2,11 |
WS0922 |
PL0000102646 |
125,11 |
125,55 |
2,21 |
2,16 |
125,33 |
2,18 |
IZ0823 |
PL0000105359 |
113,11 |
113,87 |
--- |
--- |
113,49 |
--- |
DS1023 |
PL0000107264 |
113,61 |
113,93 |
2,29 |
2,25 |
113,77 |
2,27 |
WZ0124 |
PL0000107454 |
98,07 |
98,21 |
--- |
--- |
98,14 |
--- |
DS0725 |
PL0000108197 |
107,66 |
108,05 |
2,42 |
2,38 |
107,86 |
2,40 |
WS0429 |
PL0000105391 |
137,23 |
137,86 |
2,61 |
2,57 |
137,55 |
2,59 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,45 |
101,56 |
1,77 |
1,50 |
101,51 |
1,62 |
OK0715 |
PL0000107405 |
98,86 |
98,98 |
1,78 |
1,59 |
98,92 |
1,69 |
DS1015 |
PL0000103602 |
103,91 |
104,00 |
1,80 |
1,71 |
103,96 |
1,75 |
OK0116 |
PL0000107587 |
97,98 |
98,08 |
1,79 |
1,70 |
98,03 |
1,74 |
PS0416 |
PL0000106340 |
104,41 |
104,52 |
1,77 |
1,69 |
104,47 |
1,72 |
OK0716 |
PL0000107926 |
97,12 |
97,26 |
1,79 |
1,70 |
97,19 |
1,74 |
IZ0816 |
PL0000103529 |
103,58 |
103,95 |
--- |
--- |
103,77 |
--- |
PS1016 |
PL0000106795 |
105,52 |
105,67 |
1,76 |
1,69 |
105,60 |
1,72 |
WZ0117 |
PL0000106936 |
100,07 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
106,89 |
107,07 |
1,78 |
1,71 |
106,98 |
1,75 |
DS1017 |
PL0000104543 |
109,66 |
109,84 |
1,80 |
1,74 |
109,75 |
1,77 |
WZ0118 |
PL0000104717 |
99,97 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
106,07 |
106,31 |
1,88 |
1,81 |
106,19 |
1,85 |
PS0718 |
PL0000107595 |
102,05 |
102,29 |
1,91 |
1,84 |
102,17 |
1,88 |
WZ0119 |
PL0000107603 |
99,71 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
105,57 |
105,74 |
1,98 |
1,94 |
105,66 |
1,96 |
DS1019 |
PL0000105441 |
116,20 |
116,48 |
1,99 |
1,94 |
116,34 |
1,97 |
DS1020 |
PL0000106126 |
117,52 |
117,82 |
2,06 |
2,01 |
117,67 |
2,04 |
WZ0121 |
PL0000106068 |
99,15 |
99,27 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
122,91 |
123,36 |
2,14 |
2,08 |
123,14 |
2,11 |
WS0922 |
PL0000102646 |
125,26 |
125,54 |
2,19 |
2,16 |
125,40 |
2,18 |
IZ0823 |
PL0000105359 |
113,12 |
113,89 |
--- |
--- |
113,51 |
--- |
DS1023 |
PL0000107264 |
113,61 |
113,87 |
2,29 |
2,26 |
113,74 |
2,27 |
WZ0124 |
PL0000107454 |
98,03 |
98,21 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
107,63 |
107,96 |
2,43 |
2,39 |
107,80 |
2,41 |
WS0429 |
PL0000105391 |
137,21 |
138,13 |
2,61 |
2,55 |
137,67 |
2,58 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
90 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
310 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
90 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
30 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.